Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-26 10.426450 11.963864 13.617827 15.525626 17.661511 19.974979 22.666251
2025-11-02 8.117524 10.191560 12.595787 15.572939 19.143495 23.270184 28.381425
2025-11-09 6.965651 9.268948 12.069478 15.695522 20.233140 25.688385 32.703552
2025-11-16 5.998348 8.420426 11.496528 15.642689 21.031186 27.737913 36.648758
2025-11-23 5.225784 7.693418 10.950291 15.496833 21.601803 29.428745 40.119575
2025-11-30 4.685486 7.203876 10.645596 15.603710 22.457177 31.475819 44.095506
2025-12-07 4.343595 6.944103 10.610538 16.041681 23.742694 34.109588 48.922378
2025-12-14 3.863038 6.426508 10.156647 15.839059 24.103472 35.481724 52.077197
2025-12-21 3.324843 5.762113 9.424889 15.165223 23.729526 35.788056 53.737758
2025-12-28 3.128434 5.607888 9.434026 15.570482 24.916435 38.314602 58.585530
2026-01-04 2.922179 5.415034 9.362819 15.838081 25.898248 40.571729 63.119874
2026-01-11 2.654922 5.092976 9.059055 15.716323 26.271849 41.940776 66.400207
2026-01-18 2.399214 4.770190 8.735210 15.549617 26.579716 43.246024 69.676482
2026-01-25 2.204133 4.534785 8.536054 15.567554 27.171466 44.996972 73.682945
2026-02-01 2.050036 4.356798 8.416379 15.700753 27.940669 47.033364 78.176740
2026-02-08 1.880402 4.131830 8.195718 15.644084 28.389608 48.579439 81.961113
2026-02-15 1.714877 3.896939 7.936955 15.499579 28.676089 49.867582 85.373619
2026-02-22 1.600711 3.751708 7.827846 15.605980 29.380710 51.838675 89.917048
2026-03-01 1.539689 3.708628 7.903652 16.044188 30.666705 54.790485 96.115820
2026-03-08 1.403922 3.494548 7.638255 15.841474 30.826172 55.894527 99.359565
2026-03-15 1.227633 3.173099 7.138208 15.167570 30.114805 55.514298 100.151093
2026-03-22 1.183905 3.141238 7.208205 15.572875 31.346905 58.437830 106.484178
2026-03-29 1.128661 3.077305 7.207866 15.840514 32.337204 60.978817 112.250678